"""
按周期计算收益率，简单方法
"""
class restate:
    def __init__(self,data={}):
        self.data=data
    def oncalc(self,b,timekey=None):
        for k,v in self.data.items():
            vv=b[k]
            if vv in v.keys():
                b[k]=v[vv]
        return b


if __name__ == '__main__':
    from jili.core import load, save
    from research.calcor.calcors_graph import graph_calcor
    k1m = load(r"D:\data\future_k1m_tq\TA005\TA005_20200102.pkl")
    roc_stat0=restate(timeperiod=5)
    cc = [{'calc_cmd': 'ta', 'cmd': 'EMA', 'out': ['ema30'], 'input': {'price': 'close'}, 'arg': {'timeperiod': 30},
           'batch': 30},
          {'calc_cmd': 'ta', 'cmd': 'EMA', 'out': ['ema10'], 'input': {'price': 'close'}, 'arg': {'timeperiod': 10},
           'batch': 10},
          {'calc_cmd': 'function', 'function': roc_stat0.oncalc, 'out': ['roc_stat0'], 'input': ["ema10","timekey"]}]
    c = graph_calcor(cc)
    k1ms = k1m[:32]
    for t in k1ms:
        t = c.onbar(t)
    print(t)
    t1 = k1m[32]
    t1["timekey"] = t["timekey"]
    t1 = c.onbar(t1)
    print(t1)
    print("end")
